Maximum entropy autoregressive conditional heteroskedasticity model (Q302193)
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scientific article; zbMATH DE number 6600713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum entropy autoregressive conditional heteroskedasticity model |
scientific article; zbMATH DE number 6600713 |
Statements
Maximum entropy autoregressive conditional heteroskedasticity model (English)
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4 July 2016
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maximum entropy density
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ARCH models
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excess kurtosis
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asymmetry
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peakedness of distribution
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stock returns data
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